+143.6%
MRK vs DOCN
+171.0%
-27.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.3% |
| 7D | +1.3% | +1.1% | +0.2% | +1.3% |
| 30D | +17.1% | -9.6% | +26.8% | +17.1% |
| 3M | +25.9% | -37.7% | +63.6% | +25.9% |
| 6M | +26.8% | +115.2% | -88.4% | +26.1% |
| YTD | +44.9% | +133.7% | -88.8% | +44.0% |
| 1Y | +84.8% | +250.2% | -165.3% | +83.2% |
| 3Y | +50.1% | +320.3% | -270.2% | +48.8% |
| 5Y | +127.4% | +53.1% | +74.3% | +125.4% |
| All | +143.6% | +171.0% | -27.4% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling